Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
28.03.2024 | - | 0.01 | - | 1'000'000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27.03.2024 | 73.83% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'583 | 9'291 | 80.30% | 98.49% |
26.03.2024 | 61.74% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'215 | 10'608 | 99.54% | 99.54% |
25.03.2024 | 76.85% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 8'029 | 9'015 | 99.44% | 99.44% |
22.03.2024 | 72.51% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 9'501 | 9'750 | 99.59% | 99.59% |
21.03.2024 | 65.09% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'560 | 10'280 | 99.50% | 99.50% |
20.03.2024 | 61.36% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 11'315 | 10'657 | 99.56% | 99.56% |
19.03.2024 | 63.57% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 10'767 | 10'383 | 99.58% | 99.58% |
18.03.2024 | 51.52% | 0.01 | 0.02 | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 14'556 | 12'278 | 98.39% | 98.39% |